A radial invariance principle for non-homogeneous random walks

Nicholas Georgiou, Aleksandar Mijatović, Andrew R. Wade

Consider non-homogeneous zero-drift random walks in ${\mathbb{R}}^d$, $d\ge 2$, with the asymptotic increment covariance matrix ${\sigma }^2(\mathbf{u})$ satisfying $\mathbf{u}^\top σ^2 (…